Pyromancer’s Gauntlet doesn’t change the source or recipient of the damage.

7/1/2013

If all damage from a source is prevented (because of Pay No Heed, for example) or if a source would deal 0 damage, the effect of Pyromancer’s Gauntlet will not apply as that source is no longer dealing damage.

7/1/2013

If damage is being dealt to multiple players and/or permanents at the same time, the damage being dealt to each one is increased by 2.